Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48913.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44744.44 Kr¶

PnL: ---------------------------------------> -203.56 Kr¶

DD now: ---------------------------------> -7.92 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:54:10.302323'

Anic Portfolio¶

Today¶

Return: -0.791 %¶

This Week¶

Return: -0.791 %¶

Total portfolio value¶

Return including deposits: 60.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.380000 1660.320000 192.780000 13.140000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
Orrön Energy 180 0.310000 2046.600000 9.000000 0.440000 2037.600000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax B 4 0.800000 858.800000 6.800000 0.800000 852.000000
Atrium Ljungberg B 5 0.700000 939.500000 6.500000 0.700000 933.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
Sedana Medical 93 0.220000 2520.300000 5.580000 0.220000 2514.720000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Gränges 9 0.290000 928.800000 2.700000 0.290000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.450000 935.200000 -4.200000 -0.450000 939.400000
Hexatronic Group 12 -0.450000 960.240000 -4.320000 -0.450000 964.560000
Byggmax Group 33 -0.480000 949.740000 -4.620000 -0.480000 954.360000
SKF B 5 -0.640000 932.000000 -6.000000 -0.640000 938.000000
Addnode Group B 11 -0.780000 911.350000 -7.150000 -0.780000 918.500000
Alimak Group 11 -1.660000 910.800000 -15.400000 -1.660000 926.200000
OX2 13 -1.710000 931.450000 -16.250000 -1.710000 947.700000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.400000 817.600000 -37.600000 -4.400000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Indutrade 5 -4.120000 1164.500000 -50.000000 -4.120000 1214.500000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
Hexagon B 26 -1.580000 3396.900000 -54.600000 -1.580000 3451.500000
BHG Group 97 -7.000000 1354.120000 -100.880000 -6.930000 1455.000000
TOTAL 44744.440000 -203.560000 -7.91981% 44948.000000

Updated:¶

'2023-07-03 15:54:28.150867'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶